Optimal transport has gained increasing attention in recent years due to the modeling power and computational tractability. In this talk, I will first study the duality of optimal transport for discrete probability measures and extend to continuous probability measures. Then, I will talk about the optimization to solve optimal transport problems via the Sinkhorn methods. I will also study the statistical properties of optimal transport: the curse of dimensionality. I will present two ideas to beat the curse of dimensionality: projection and smoothing. Finally, I  will discuss two applications: Wasserstein GANs and distributionally robust optimization.

4月18日
10:30am - 11:30am
地點
https://hkust.zoom.us/j/5616960008 (Passcode: hkust)
講者/表演者
Dr. Nian SI
University of Chicago
主辦單位
Department of Mathematics
聯絡方法
付款詳情
對象
Alumni, Faculty and staff, PG students, UG students
語言
英語
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